Pair trading and multicurrency arbitrage. The showdown. - page 38
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Try this pair on your tests, it looks stable, the spread will probably eat up everything, but try it.
x1 = NZDUSD + CADCHF + USDCAD
x2 = USDCHF + NZDCAD
Try this pair on your tests, it looks stable, the spread will probably eat up everything, but try it.
x1 = NZDUSD + CADCHF + USDCAD
x2 = USDCHF + NZDCAD
Look at these: AUDJPY - NZDCHF, AUDCHF - NZDCAD (less related)
Look at these: AUDJPY - NZDCHF, AUDCHF - NZDCAD(less related)
We need the opposite of connected.
we need the opposite of linked.
It's easy to pick up on the cross-country.
Look at these: AUDJPY - NZDCHF, AUDCHF - NZDCAD(less related)
doesn't hold linearity at all... clearly not a suitable pairing.
On crosses it's easy to pick up
my picture above just refutes that ))
not easy at all
my picture above just refutes that ))
not easy at all
I don't know what technologies you are measuring with, but it worked back in 2017 and still works, I have shown some online entries in other threads earlier, described each entry, why these particular pairs (crosses) were chosen - everything closed in plus. Well, and of course the selection of lots for different pairs.
At the bottom of the equity indicator and it shows that pairs go +-.
Sometimes it happens that it is necessary to make one averaging, but it is extremely rare.
Historically, you can find a middle ground, how many pips you need to close on average.
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Gap from zero at the starting point - spread when opening positions
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P.S. And lastly: theory and clever words like cointegration and other things are theory and have nothing to do with practice. Who wants to earn, will earn, the rest will throw clever words from the Internet.
my picture above just refutes that ))
not easy at all
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I opened 2 positions exactly on symbols, which your super-technological calculation"dis proves".
I will not prove anything and nobody - there is no time and motivation.
Who wants, he himself will understand the topic of trading crosses.
The final result will also be posted.
Okay, don't argue.
Your basic mistake is not understanding the question.
I always like to lead with leading questions.
Anyone who can answer that will know what I mean.
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let's say all goods went up the same percentage, 100 per cent.
matches from 1 to 2.
bread from 30 to 60.
Now calculate the correct spread.
and it's clear to anyone that they're not going to go back together.
Repeat? (AUDUSD-NZDUSD), rows are standardised